Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator (Q2666046): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator |
scientific article |
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Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator (English)
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22 November 2021
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information matrix equality
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sandwich-form covariance matrix
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heteroskedasticity-consistent covariance matrix estimator
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heteroskedasticity and autocorrelation-consistent covariance matrix estimator
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